Separable and Localized System Level Synthesis for Large-Scale Systems

A major challenge faced in the design of large-scale cyber-physical systems, such as power systems, the Internet of Things or intelligent transportation systems, is that traditional distributed optimal control methods do not scale gracefully, neither in controller synthesis nor in controller implementation, to systems composed of a large number (e.g., on the order of billions) of interacting subsystems. This paper shows that this challenge can now be addressed by leveraging the recently introduced System Level Approach (SLA) to controller synthesis. In particular, in the context of the SLA, we define suitable notions of separability for control objective functions and system constraints such that the global optimization problem (or iterate update problems of a distributed optimization algorithm) can be decomposed into parallel subproblems. We then further show that if additional locality (i.e., sparsity) constraints are imposed, then these subproblems can be solved using local models and local decision variables. The SLA is essential to maintaining the convexity of the aforementioned problems under locality constraints. As a consequence, the resulting synthesis methods have O(1) complexity relative to the size of the global system. We further show that many optimal control problems of interest, such as (localized) LQR and LQG, H_2 optimal control with joint actuator and sensor regularization, and (localized) mixed H_2/L_1 optimal control problems, satisfy these notions of separability, and use these problems to explore tradeoffs in performance, actuator and sensing density, and average versus worst-case performance for a large-scale power inspired system

System Level Synthesis via Dynamic Programming

System Level Synthesis (SLS) parametrization facilitates controller synthesis for large, complex, and distributed systems by incorporating system level constraints (SLCs) into a convex SLS problem and mapping its solution to stable controller design. Solving the SLS problem at scale efficiently is challenging, and current attempts take advantage of special system or controller structures to speed up the computation in parallel. However, those methods do not generalize as they rely on the specific system/controller properties. We argue that it is possible to solve general SLS problems more efficiently by exploiting the structure of SLS constraints. In particular, we derive dynamic programming (DP) algorithms to solve SLS problems. In addition to the plain SLS without any SLCs, we extend DP to tackle infinite horizon SLS approximation and entrywise linear constraints, which form a superclass of the locality constraints. Comparing to convex program solver and naive analytical derivation, DP solves SLS 4 to 12 times faster and scales with little computation overhead. We also quantize the cost of synthesizing a controller that stabilizes the system in a finite horizon through simulations

Distributed Design for Decentralized Control using Chordal Decomposition and ADMM

We propose a distributed design method for decentralized control by exploiting the underlying sparsity properties of the problem. Our method is based on chordal decomposition of sparse block matrices and the alternating direction method of multipliers (ADMM). We first apply a classical parameterization technique to restrict the optimal decentralized control into a convex problem that inherits the sparsity pattern of the original problem. The parameterization relies on a notion of strongly decentralized stabilization, and sufficient conditions are discussed to guarantee this notion. Then, chordal decomposition allows us to decompose the convex restriction into a problem with partially coupled constraints, and the framework of ADMM enables us to solve the decomposed problem in a distributed fashion. Consequently, the subsystems only need to share their model data with their direct neighbours, not needing a central computation. Numerical experiments demonstrate the effectiveness of the proposed method.Comment: 11 pages, 8 figures. Accepted for publication in the IEEE Transactions on Control of Network System

System Level Synthesis with State and Input Constraints

This paper addresses the problem of designing distributed controllers with state and input constraints in the System Level Synthesis (SLS) framework. Using robust optimization, we show how state and actuation constraints can be incorporated into the SLS structure. Moreover, we show that the dual variable associated with the constraint has the same sparsity pattern as the SLS parametrization, and therefore the computation distributes using a simple primal-dual algorithm. We provide a stability analysis for SLS design with input saturation under the Internal Model Control (IMC) framework. We show that the closed-loop system with saturation is stable if the controller has a gain less than one. In addition, a saturation compensation scheme that incorporates the saturation information is proposed which improves the naive SLS design under saturation

System Level Synthesis with State and Input Constraints

This paper addresses the problem of designing distributed controllers with state and input constraints in the System Level Synthesis (SLS) framework. Using robust optimization, we show how state and actuation constraints can be incorporated into the SLS structure. Moreover, we show that the dual variable associated with the constraint has the same sparsity pattern as the SLS parametrization, and therefore the computation distributes using a simple primal-dual algorithm. We provide a stability analysis for SLS design with input saturation under the Internal Model Control (IMC) framework. We show that the closed-loop system with saturation is stable if the controller has a gain less than one. In addition, a saturation compensation scheme that incorporates the saturation information is proposed which improves the naive SLS design under saturation

Separating Controller Design from Closed-Loop Design: A New Perspective on System-Level Controller Synthesis

We show that given a desired closed-loop response for a system, there exists an affine subspace of controllers that achieve this response. By leveraging the existence of this subspace, we are able to separate controller design from closed-loop design by first synthesizing the desired closed-loop response and then synthesizing a controller that achieves the desired response. This is a useful extension to the recently introduced System Level Synthesis framework, in which the controller and closed-loop response are jointly synthesized and we cannot enforce controller-specific constraints without subjecting the closed-loop map to the same constraints.We demonstrate the importance of separating controller design from closed-loop design with an example in which communication delay and locality constraints cause standard SLS to be infeasible. Using our new two-step procedure, we are able to synthesize a controller that obeys the constraints while only incurring a 3% increase in LQR cost compared to the optimal LQR controller

Separating Controller Design from Closed-Loop Design: A New Perspective on System-Level Controller Synthesis

We show that given a desired closed-loop response for a system, there exists an affine subspace of controllers that achieve this response. By leveraging the existence of this subspace, we are able to separate controller design from closed-loop design by first synthesizing the desired closed-loop response and then synthesizing a controller that achieves the desired response. This is a useful extension to the recently introduced System Level Synthesis framework, in which the controller and closed-loop response are jointly synthesized and we cannot enforce controller-specific constraints without subjecting the closed-loop map to the same constraints.We demonstrate the importance of separating controller design from closed-loop design with an example in which communication delay and locality constraints cause standard SLS to be infeasible. Using our new two-step procedure, we are able to synthesize a controller that obeys the constraints while only incurring a 3% increase in LQR cost compared to the optimal LQR controller